Browsing by Subject CAPM

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Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)
1-Sep-2020Persistence in the market risk premium: evidence across countriesCaporale, GM; Gil-Alana, L; Martin-Valmayor, M
7-Apr-2024Persistence in the realized betas: some evidence from the stock marketCaporale, GM; Gil-Alana, LA; Martin-Valmayor, MA